Rapport Backtest

Stratégie · EmaTrend   |   Ticker · AAPL   |   2018-01-02 → 2025-10-31
Capital Final 12,939.69 €
P&L +2939.69 € (+29.40%)
Total Trades 12
Max Drawdown 9.65%
Sharpe
0.65
Sortino
0.33
Calmar
0.35

Equity Curve

Underwater Curve

Performance

CAGR3.35%
Ulcer Index0.05
Expectancy244.97

Trades Overview

Total12 Win Rate58.33%
Profit Factor2.27 Payoff Ratio1.62

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2019-05-21 04:00:00 2019-07-16 04:00:00 Short 15 44.37 49.10 -430.92 -10.67% 56
2020-04-24 04:00:00 2020-06-10 04:00:00 Long 15 67.07 84.25 978.99 25.61% 47
2020-11-10 05:00:00 2021-01-26 05:00:00 Long 15 112.54 139.59 1000.96 24.04% 77
2021-04-12 04:00:00 2021-07-15 04:00:00 Long 15 129.26 145.53 569.54 12.59% 94
2021-10-25 04:00:00 2021-12-01 05:00:00 Long 15 145.49 163.80 604.44 12.59% 37
2022-02-03 05:00:00 2022-03-14 04:00:00 Long 15 170.98 148.29 -657.93 -13.27% 38
2022-03-28 04:00:00 2022-04-27 04:00:00 Long 15 168.93 152.66 -455.50 -9.63% 30
2022-09-14 04:00:00 2022-12-29 05:00:00 Short 15 152.16 126.29 776.12 17.00% 106
2023-11-09 05:00:00 2024-03-06 05:00:00 Long 15 181.10 169.42 -315.49 -6.45% 118
2024-05-07 04:00:00 2024-06-13 04:00:00 Long 15 182.06 212.99 804.19 16.99% 37
2024-11-22 05:00:00 2024-12-18 05:00:00 Long 15 227.15 250.66 517.30 10.35% 26
2025-02-20 05:00:00 2025-03-11 04:00:00 Long 15 244.23 222.70 -452.03 -8.81% 18